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Compare investment strategies

Wooden ARKK Merged Swing, ARK Long/Short, TMF/TMV vs Domestic Leveraged Sector Trend Rotation

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

ark/innovation, leveraged etfs, momentum + mean reversion, regime switching, tactical rotation, tech/semis, volatility hedging

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.45

—

Beta vs SPY, out-of-sample (out-of-sample)

1.41

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

134.99

—

Annualized turnover, out-of-sample period (out-of-sample)

129.80

—

Daily win rate, backtest period (backtest)

57.73%

—

Daily win rate, out-of-sample period (out-of-sample)

54.30%

—

Backtest

Backtest final value (from $10,000)

$3.9M

—

Backtest regulatory fees

$20k

—

Backtest slippage cost

$153k

—

Returns

Backtest length

1,093

—

Out-of-sample length

895

—

Return, backtest period (annualized) (backtest)

294.52%

—

Return, backtest period (cumulative) (backtest)

39k%

—

Return, out-of-sample period (annualized) (out-of-sample)

84.06%

67.14%

Return, out-of-sample period (cumulative) (out-of-sample)

775.13%

4.80%

Return, trailing 1 day (out-of-sample)

0.69%

—

Return, trailing 1 month (out-of-sample)

-0.17%

4.80%

Return, trailing 1 week (out-of-sample)

0.43%

—

Return, trailing 1 year (backtest)

54.64%

—

Return, trailing 1 year (out-of-sample)

54.61%

0.00%

Return, trailing 2 weeks (out-of-sample)

0.45%

—

Return, trailing 3 months (out-of-sample)

35.96%

0.00%

SPY annualized return over the backtest window (backtest)

17.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.63

—

Calmar ratio, out-of-sample period (out-of-sample)

1.89

53.07

Maximum drawdown, backtest period (backtest)

-44.43%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-44.43%

-1.27%

Sharpe ratio, backtest period (backtest)

2.71

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.38

4.69

Sortino ratio, backtest period (backtest)

5.11

—

Sortino ratio, out-of-sample period (out-of-sample)

2.36

—

Standard deviation, backtest period (backtest)

56.37%

—

Standard deviation, out-of-sample period (out-of-sample)

54.56%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.51

—

Construction

Logic complexity (node count)

1,328

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources